TIDDX vs. PRNHX
Compare and contrast key facts about T. Rowe Price International Discovery Fund Class I (TIDDX) and T. Rowe Price New Horizons Fund (PRNHX).
TIDDX is a passively managed fund by T. Rowe Price that tracks the performance of the S&P Global ex-U.S. Small Cap Index Net. It was launched on Dec 17, 2015. PRNHX is managed by T. Rowe Price. It was launched on Jun 3, 1960.
Performance
TIDDX vs. PRNHX - Performance Comparison
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TIDDX vs. PRNHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIDDX T. Rowe Price International Discovery Fund Class I | -4.40% | 25.73% | 3.81% | 13.38% | -30.23% | 7.45% | 38.95% | 25.18% | -17.42% | 38.58% |
PRNHX T. Rowe Price New Horizons Fund | -1.22% | 3.27% | 8.80% | 21.35% | -36.96% | 9.96% | 58.05% | 56.50% | 3.79% | 31.59% |
Returns By Period
In the year-to-date period, TIDDX achieves a -4.40% return, which is significantly lower than PRNHX's -1.22% return. Over the past 10 years, TIDDX has underperformed PRNHX with an annualized return of 8.13%, while PRNHX has yielded a comparatively higher 13.41% annualized return.
TIDDX
- 1D
- -0.18%
- 1M
- -13.36%
- YTD
- -4.40%
- 6M
- -1.09%
- 1Y
- 18.32%
- 3Y*
- 10.15%
- 5Y*
- 0.48%
- 10Y*
- 8.13%
PRNHX
- 1D
- 4.35%
- 1M
- -7.73%
- YTD
- -1.22%
- 6M
- 0.51%
- 1Y
- 15.10%
- 3Y*
- 7.79%
- 5Y*
- -1.42%
- 10Y*
- 13.41%
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TIDDX vs. PRNHX - Expense Ratio Comparison
TIDDX has a 1.08% expense ratio, which is higher than PRNHX's 0.75% expense ratio.
Return for Risk
TIDDX vs. PRNHX — Risk / Return Rank
TIDDX
PRNHX
TIDDX vs. PRNHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Discovery Fund Class I (TIDDX) and T. Rowe Price New Horizons Fund (PRNHX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| TIDDX | PRNHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.61 | +0.49 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.04 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.14 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 0.99 | +0.15 |
Martin ratioReturn relative to average drawdown | 4.54 | 3.66 | +0.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TIDDX | PRNHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.61 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | -0.06 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.59 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.47 | +0.01 |
Correlation
The correlation between TIDDX and PRNHX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TIDDX vs. PRNHX - Dividend Comparison
TIDDX's dividend yield for the trailing twelve months is around 5.52%, less than PRNHX's 12.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIDDX T. Rowe Price International Discovery Fund Class I | 5.52% | 5.28% | 4.36% | 2.24% | 3.17% | 15.55% | 4.39% | 1.51% | 6.38% | 3.11% | 2.50% | 0.00% |
PRNHX T. Rowe Price New Horizons Fund | 12.00% | 11.85% | 9.82% | 0.00% | 4.72% | 17.09% | 13.67% | 23.46% | 13.94% | 8.27% | 5.77% | 7.72% |
Drawdowns
TIDDX vs. PRNHX - Drawdown Comparison
The maximum TIDDX drawdown since its inception was -43.76%, smaller than the maximum PRNHX drawdown of -70.96%. Use the drawdown chart below to compare losses from any high point for TIDDX and PRNHX.
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Drawdown Indicators
| TIDDX | PRNHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.76% | -70.96% | +27.20% |
Max Drawdown (1Y)Largest decline over 1 year | -13.50% | -13.70% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -43.76% | -48.37% | +4.61% |
Max Drawdown (10Y)Largest decline over 10 years | -43.76% | -48.37% | +4.61% |
Current DrawdownCurrent decline from peak | -13.36% | -23.90% | +10.54% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -18.39% | +5.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 3.71% | -0.31% |
Volatility
TIDDX vs. PRNHX - Volatility Comparison
The current volatility for T. Rowe Price International Discovery Fund Class I (TIDDX) is 6.18%, while T. Rowe Price New Horizons Fund (PRNHX) has a volatility of 9.16%. This indicates that TIDDX experiences smaller price fluctuations and is considered to be less risky than PRNHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIDDX | PRNHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 9.16% | -2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 15.10% | -4.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.31% | 24.21% | -8.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 24.47% | -7.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 22.71% | -6.21% |